书目

Introduction to Econometrics

  • 作者 G. S.著Kajal Lahiri著
  • 出版社 Wiley
  • 出版时间 2009年12月 第4版
  • ISBN 9780470015124
  • 定价 654.60

内容简介

ForewordPrefacePartI:IntroductionandtheLinearRegressionModelCh1.WhatisEconometricsCh2.StatisticalBackgroundandMatrixAlgebraCh3.SimpleRegressionCh4.MultipleRegressionPartII:ViolationoftheAssumptionsoftheBasicModelCh5.HeteroskedasticityCh6.AutocorrelationCh7.MulticollinearityCh8.DummyVariablesandTruncatedVariablesCh9.SimultaneousEquationsModelsCh10.Non-LinearRegressions,NonnormalityandLarge-SampleTheoryCh11.ModelsofExpectations,DistributedLagModelsandRationalExpectationsCh12.ErrorsinVariablesPartIII:SpecialTopicsCh13.DiagnosticChecking,ModelSelectionandSpecificationTestingCh14.IntroductiontoTimeSeriesAnalysisCh15.VectorAutoregressions,UnitRootsandCointegrationCh16.PanelDataAnalysisCh17.Small-SampleInference:ResamplingMethodsAppendicesIndex

作者简介

G.S.Maddalawasoneoftheleadingfiguresinfieldofeconometricsformorethan30yearsuntilhepassedawayin1999.Atthetimeofhisdeath,heheldtheUniversityEminentScholarProfessorshipintheDepartmentofEconomicsatOhioStateUniversity.HispreviousaffiliationsincludeStanfordUniversity,UniversityofRochesterandUniversityofFlorida.KajalLahiriisDistinguishedProfessorofEconomics,andHealthPolicy,andManagementandBehaviourattheStateUniversityofNewYork,AlbanywhereheisalsoDirectoroftheEconometricResearchInstitute.ProfessorLahiriisanHonoraryFellowoftheInternationalInstituteofForecasters.

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